CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2090	2.56
$α$	0.2784	5.24
$β$	0.7146	13.30
$γ_{1}$	-1.4361	-1.15
$γ_{2}$	2.1200	1.15
$γ_{3}$	-2.8208	-2.50
$γ_{4}$	4.4129	5.00
$γ_{5}$	-3.2594	-3.63
$γ_{6}$	1.2585	1.95

V-Lab

STYLEPIT A/S Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other STYLEPIT A/S Analyses